HUN Options History — September 2019

In September 2019, HUN traded between $19.53 and $23.59. ATM implied volatility averaged 39.1%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 3.6% (HV 20d: 42.8%). Max pain ranged from $19.00 to $22.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.51.

Notable Days

  • 2019-09-11: Highest Volume — 7,717 contracts
  • 2019-09-06: Largest IV spike — 14.1% change
  • 2019-09-09: Highest IV Rank — 47.4%
  • 2019-09-03: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.42$19.53$23.59$19.53$23.26
Max Pain$20.85$19.00$22.00$19.00$22.00
ATM IV39.1%36.8%42.6%41.7%38.0%
Expected Move11.1%10.6%11.9%11.9%10.9%
HV 20d42.8%34.2%70.2%69.4%37.4%
HV 60d50.8%48.9%51.7%48.9%51.4%
IV Rank36.8%30.1%47.4%44.5%33.6%
IV Percentile51.9%38.9%71.0%65.9%44.8%
Term Structure2.1%-0.0%4.4%-0.0%3.8%
VWIV39.9%34.8%44.7%44.7%36.8%
Skew 25d6.3%4.5%8.2%7.2%5.4%
Skew 10d17.3%8.3%30.5%21.6%25.7%
Call IV 25d36.3%34.3%38.9%38.9%36.6%
Put IV 25d42.6%39.5%46.1%46.1%42.0%
Bid-Ask Spread %46.7416.6074.7917.4357.49
Gamma HHI0.200.110.440.150.11
Net GEX543.0K64.8K1.4M285.7K246.4K
Net DEX-15.8M-30.9M1.4M1.4M-19.4M
Net VEX-136.0K-147.9K-108.4K-108.4K-144.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.032.710.450.21
Total Volume2,254.41117,717466279
Total OI43,536.5536,69448,52136,69446,083

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$19.53$19.0041.7%11.9%69.4%44.5%44.7%7.2%-0.0%285.7K1.4M-108.4K0.4517.43N/AN/A32214420,60616,088
2019-09-04$20.19$19.0040.2%11.5%70.2%40.0%37.6%5.8%0.2%384.3K-2.7M-112.9K0.0316.60N/AN/A1,6634320,81916,123
2019-09-05$20.70$19.0037.2%11.0%70.2%31.1%38.9%6.9%4.4%461.2K-8.3M-119.9K0.6233.42N/AN/A33520822,42816,128
2019-09-06$21.18$19.0042.4%11.7%43.3%46.7%40.0%4.5%2.5%455.8K-11.3M-122.9K0.2040.63N/AN/A2,72355322,54416,075
2019-09-09$22.55$19.0042.6%11.7%43.5%47.4%43.3%7.0%1.1%518.8K-21.9M-124.9K0.1532.28N/AN/A6,49597523,84215,936
2019-09-10$22.72$21.0041.6%11.4%40.6%44.1%43.8%8.2%2.9%966.5K-25.7M-131.4K0.0735.26N/AN/A4,49633627,60716,302
2019-09-11$22.98$21.0038.6%11.1%40.2%35.2%40.4%6.4%2.1%1.4M-30.9M-134.8K0.1320.18N/AN/A6,82589230,15216,585
2019-09-12$23.01$21.0036.8%10.6%34.9%30.1%40.2%5.4%1.9%1.1M-22.7M-131.7K1.6449.62N/AN/A1,9043,11425,41216,955
2019-09-13$23.59$21.0037.0%10.6%34.7%30.7%42.4%6.5%1.6%736.4K-25.3M-139.2K0.7442.74N/AN/A1,8941,40824,88419,869
2019-09-16$23.38$21.0039.7%11.4%34.2%38.5%37.8%5.0%1.1%687.4K-19.8M-140.0K0.4557.72N/AN/A92341723,54121,188
2019-09-17$22.48$21.0040.8%11.7%38.2%41.8%40.4%6.9%0.9%645.6K-12.0M-139.8K0.7861.78N/AN/A1,14689623,98421,510
2019-09-18$22.55$21.0038.8%11.1%37.2%35.9%38.6%6.9%2.0%754.6K-12.0M-146.6K0.1974.79N/AN/A95118324,69522,269
2019-09-19$22.87$21.0037.7%10.8%37.3%32.7%39.2%5.4%1.8%1.4M-15.9M-146.2K2.7165.00N/AN/A31083925,45422,355
2019-09-20$22.48$22.0039.0%11.2%37.8%36.6%39.4%6.2%2.9%64.8K-11.0M-146.6K0.1771.42N/AN/A4838225,54822,973
2019-09-23$23.05$22.0037.4%10.7%35.7%31.6%34.8%4.7%3.0%112.6K-14.1M-142.7K0.2952.58N/AN/A69920122,36620,131
2019-09-24$22.54$22.0038.4%11.0%37.6%34.8%41.1%7.2%1.9%112.6K-11.9M-145.2K0.2356.88N/AN/A1,53835323,51620,379
2019-09-25$23.20$22.0037.6%10.8%37.5%32.4%38.7%8.0%2.8%204.3K-17.7M-146.5K0.3242.84N/AN/A62419724,46920,669
2019-09-26$23.11$22.0037.5%10.8%37.6%32.1%39.2%7.1%2.9%211.4K-17.7M-147.4K0.6152.45N/AN/A694224,89920,701
2019-09-27$22.95$22.0039.2%11.2%37.5%37.1%40.7%5.4%2.5%192.9K-16.7M-147.9K0.2653.72N/AN/A41910724,93820,708
2019-09-30$23.26$22.0038.0%10.9%37.4%33.6%36.8%5.4%3.8%246.4K-19.4M-144.9K0.2157.49N/AN/A2304925,32120,762